计量经济学实验报告勿照搬

PAGE江西农业大学经济贸易学院学生实验报告课程名称：计量经济学实验专业班级： 金融092班 姓名： 高晟 学号：20092825指导教师：廖小官职称：讲师实验日期：2011年4月

学生实验报告学生姓名高晟学号20092825组员：实验项目Excel在统计学中的应用√必修□选修√演示性实验√验证性实验□操作性实验□综合性实验实验地点院办507实验仪器台号39指导教师廖小官实验日期及节次2011年4月20节一、实验目的及要求1、目的掌握Excel在统计学中的应用2、内容及要求（1）会用Excel搜集与整理数据（2）会用Excel计算描述统计量（3）会用Excel进行时间序列分析（4）会用Excel进行指数分析（5）会用Excel进行相关与回归分析（6）会用Excel进行预测二、仪器用具仪器名称规格/型号数量备注计算机1有网络环境三、实验方法与步骤利用eviews来对经济现象进行计量模型估计，通过模型估计处理一些问题，并对模型进行检验。步骤：利用因果关系，建立计量模型，通过软件对模型进行分析和处理。四、实验结果与数据处理DependentVariable:YMethod:LeastSquaresDate:12/26/09Time:14:45Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C12.0356419.517790.6166500.5428X0.1043930.00844112.366700.0000R-squared0.854696

Meandependentvar213.4650AdjustedR-squared0.849107

S.D.dependentvar146.4895S.E.ofregression56.90368

Akaikeinfocriterion10.98935Sumsquaredresid84188.74

Schwarzcriterion11.08450Loglikelihood-151.8508

Hannan-Quinncriter.11.01844F-statistic152.9353

Durbin-Watsonstat1.212795Prob(F-statistic)0.000000图1DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:29Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C12.2380810.618521.1525230.2596X0.0152670.0045933.3242810.0026R-squared0.298262

Meandependentvar41.69584AdjustedR-squared0.271272

S.D.dependentvar36.26524S.E.ofregression30.95804

Akaikeinfocriterion9.771892Sumsquaredresid24918.40

Schwarzcriterion9.867049Loglikelihood-134.8065

Hannan-Quinncriter.9.800982F-statistic11.05084

Durbin-Watsonstat1.727724Prob(F-statistic)0.002643图4DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:32Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C27.057248.2323173.2867100.0029X^22.74E-061.02E-062.6900010.0123R-squared0.217718

Meandependentvar41.69584AdjustedR-squared0.187630

S.D.dependentvar36.26524S.E.ofregression32.68642

Akaikeinfocriterion9.880546Sumsquaredresid27778.46

Schwarzcriterion9.975703Loglikelihood-136.3276

Hannan-Quinncriter.9.909636F-statistic7.236107

Durbin-Watsonstat1.690452Prob(F-statistic)0.012315图5

DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:35Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C-15.6781817.09598-0.9170680.3675X^(1/2)1.3861930.3891973.5616770.0014R-squared0.327914

Meandependentvar41.69584AdjustedR-squared0.302065

S.D.dependentvar36.26524S.E.ofregression30.29690

Akaikeinfocriterion9.728717Sumsquaredresid23865.45

Schwarzcriterion9.823874Loglikelihood-134.2020

Hannan-Quinncriter.9.757807F-statistic12.68554

Durbin-Watsonstat1.748719Prob(F-statistic)0.001450图6DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:36Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C59.388768.9663786.6234950.0000X^(-1)-19128.427040.292-2.7169920.0116R-squared0.221138

Meandependentvar41.69584AdjustedR-squared0.191182

S.D.dependentvar36.26524S.E.ofregression32.61490

Akaikeinfocriterion9.876165Sumsquaredresid27657.02

Schwarzcriterion9.971322Loglikelihood-136.2663

Hannan-Quinncriter.9.905255F-statistic7.382044

Durbin-Watsonstat1.846954Prob(F-statistic)0.011562图7DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:37Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C46.935017.1987506.5198830.0000X^(-2)-3230052.1792995.-1.8014840.0832R-squared0.110970

Meandependentvar41.69584AdjustedR-squared0.076776

S.D.dependentvar36.26524S.E.ofregression34.84529

Akaikeinfocriterion10.00846Sumsquaredresid31569.05

Schwarzcriterion10.10362Loglikelihood-138.1185

Hannan-Quinncriter.10.03755F-statistic3.245344

Durbin-Watsonstat1.768007Prob(F-statistic)0.083236图8DependentVariable:EMethod:LeastSquaresDate:12/26/09Time:17:38Sample:128Includedobservations:28VariableCoefficientStd.Errort-StatisticProb.

C86.8062415.090735.7522880.0000X^(-1/2)-1611.089496.1924-3.2469040.0032R-squared0.288497

Meandependentvar41.69584AdjustedR-squared0.261132

S.D.dependentvar36.26524S.E.ofregression31.17267

Akaikeinfocriterion9.785710Sumsquaredresid25265.12

Schwarzcriterion9.880867Loglikelihood-134.9999

Hannan-Quinncriter.9.814800F-statistic10.54239

Durbin-Watsonstat1.830872Prob(F-statistic)0.0032062.364624DependentVariable:YMethod:LeastSquaresDate:04/22/11Time:14:49Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb.C626.509340.130115.611950X1-9.790573.197843-3.0616170.0183-2.64019-16.9409X20.0286180.0058384.902030.00170.0416720.015564R-squared0.902218Meandependentvar670.33AdjustedR-squared0.874281S.D.dependentvar49.04504S.E.ofregression17.38985Akaikeinfocriterion8.792975302.4069Sumsquaredresid2116.847Schwarzcriterion8.883751302.4067Loglikelihood-40.96488F-statistic32.29408Durbin-Watsonstat1.650804Prob(F-statistic)0.0002921610.424901-109.7800320.1627459113520000-109.78003210.22619812-0.018017350.162745858-0.018016523.41E-05200001023.040945-112.1935122.14E-011.37E+0340.92713386-2.61E+033.87E+03856.2025071759.6144712五、讨论与结论经过5次试验，每次作业我都完成了。从实验中，我了解到很多经济模型，对于计量经济学这